+536.8%
MTUM vs JBHT
+270.1%
+266.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +1.5% | +0.5% | +1.1% | +1.5% |
| 30D | -12.1% | -0.1% | -12.0% | -12.1% |
| 3M | -10.0% | -14.0% | +4.1% | -6.1% |
| 6M | -9.4% | -5.1% | -4.3% | -9.0% |
| YTD | +11.1% | +18.0% | -6.9% | +3.2% |
| 1Y | +10.8% | +36.5% | -25.7% | -2.2% |
| 3Y | +92.9% | +34.8% | +58.2% | +65.2% |
| 5Y | +55.2% | +21.4% | +33.8% | +34.7% |
| 10Y | +315.6% | +178.0% | +137.7% | +142.5% |
| All | +536.8% | +270.1% | +266.7% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling